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Father/Son Family Office. Italians. Automated strategies (/ES /ZN mostly). Views are our own. No advice. Ad maiorem Dei gloriam.

293 Following   184 Followers   244 Tweets

Joined Twitter 12/4/19


@LongTplexTrader Light blue lines indicate..?
7/10
2020
Made this thing this morning: https://t.co/0XRmJuAEaX Fast tick processor using BitMEX historical archives with r… https://t.co/l6Sw8LvSLz
Retweeted by ValentinesLnPartners
6/29
2020
@VolatilityWiz “Wins, not rants.” Love this maxim.
6/26
2020
@TradeWithNinja The “refer to only the last 2 in the sample size” chart is unfortunately very common on Fintwit
6/25
2020
Braindumping a thread on $SPX, $VIX and vol dynamics prompted by a really nice tweet by @JimmyJude13. Robinhoodies,… https://t.co/GZNZ2v6Bw5
Retweeted by ValentinesLnPartners
6/24
2020
@SimpelAlpha Estate planning (especially with alpha generation files) is key. Not enough ppl do it, should be routine. Congrats.
6/22
2020
Every Credit HF in March... “wtf do you mean no bid? I want a fcking bid in my size!!” Every Credit HF Q2 Letter..… https://t.co/uM8QwLhzJG
Retweeted by ValentinesLnPartners
6/18
2020
@FracSlap bro the first rule of figh...
6/6
2020
@SimpelAlpha Just spent my entire morning on a datetime formatting issue so gonna go ahead and say we’re not on the same level here
6/5
2020
3d Vol Surfaces (and Python code) https://t.co/faQm42OUDp
Retweeted by ValentinesLnPartners
6/4
2020
@MindMakesMatter I am decent in pine, but only recently and by no means kick ass. Would post on Upwork.
5/29
2020
Ray Dalio had a great chart in mid-2019 that showed the expansions of the monetary base during the endings of long-… https://t.co/MxRCH0apJm
Retweeted by ValentinesLnPartnersAbsolutely brutalized on this trade. Luckily (as posted) we made a killing on the way down from the 33’s, lost a li… https://t.co/3CRA8xQU7N
5/27
2020
@KeithMcCullough @Hedgeye EVERYONE should watch Diego explain the dimensions of return assessment [quality] -- thi… https://t.co/HCY7LlrLGN
Retweeted by ValentinesLnPartners
5/26
2020
@Sparticuszorro Anti-martingale outperforms martingale in momentum regimes. The opposite is true for mean reverting assets.The interview question (as a function of career level) format @bennpeifert has introduced on twitter is one of the… https://t.co/hmZPzawhfA
5/24
2020
@math_to_sleep @alpha_vantage There’s a premium option for higher API limits. But, for downloading historical data… https://t.co/pObtVHqaIoMarket Tick-Data Replay https://t.co/fcywzH0Yft
Retweeted by ValentinesLnPartners
5/23
2020
@SqueezeMetrics For a RT, I will check this out first. https://t.co/e4XEa2xYFyto dig into*Going into dig into RobinHood (RobinTrack) data as a pet project. Pls comment any ideas/insights you would find int… https://t.co/XWAbUGRfoV1, A short story on how to use trading engine flaws to benefit large $. This particular strategy I created around… https://t.co/2AtjWTH3U1
Retweeted by ValentinesLnPartners @SimpelAlpha What’s your setup (roughly) now if you feel free to share ?
5/22
2020
@SimpelAlpha God damnit Sim, always with the alpha decay 😤 @TheStalwart @markets Do not disagree with the premise that fiscal stimulus -> more household income -> higher dema… https://t.co/bWwHy3yrbm @TheStalwart @markets My problem with this argument is the assumption that the mere existence of job openings = rob… https://t.co/Yx5tt1lGeH
5/21
2020
@courttrader @mikeharrisNY has done a good job of covering the evolution of this anomaly in recent months. Recommen… https://t.co/N35Qwyr0Vn
5/20
2020
Robinhood saw daily trade volumes up 300% in Q1 2020 compared to Q4 2019; and saw net deposits (customers moving ca… https://t.co/kKELgOckCq
Retweeted by ValentinesLnPartners
5/19
2020
Big loser so far, holding...POUNDING the table short here (SPX 2948)FULL size (Timestamp SPX 2940)
5/18
2020
Perfect timing #freealpha @yiyang_chuah525 @RaoulGMI @NorthmanTrader @burns @morganhousel @jposhaughnessy From @MidwestHedgie https://t.co/x0uHg8Yrmm
5/17
2020
Bot May 26th 272 strike SPY puts at the close. 1/3 normal size. Will add to full if we rally Monday.
5/15
2020
#freealphaUltimate transfer of bag holders https://t.co/Osq9KbeWZHquadrupled down here. absolutely POUNDING the table on GOLD hereExiting the final quarter here at the open.
5/14
2020
Out another quarter here for ~120%THE DOWNTURN BEGAN IN 2018 While the official recession will likely be dated to Q1 of this year, I'm increasingly… https://t.co/E0EYvHbARn
Retweeted by ValentinesLnPartners @patrick_oshag Social sec #, address, and favorite four number sequence.
5/13
2020
@jfc_3_ @ReformedTrader @ErasureBay might help in these effortsbasically another top tick (SPX price not the option low) on this one. closed half here for +60% #freealpha
5/12
2020
While there are stupid people everywhere, there is a particular minute & microcephalous idiocy which is only found… https://t.co/qraNtFYPw7
Retweeted by ValentinesLnPartnersLong June 19th GLD 165 strike callsGreat details here. Recommend reading the whole thing. https://t.co/V8EnwT5fY8We bought May 22nd SPY 285 strike puts into the close
Retweeted by ValentinesLnPartnersThe BBG journo’s account of the trader who made 70mm from his bedroom was bonkers. I’ve always maintained that ther… https://t.co/UMwZ74czsH
Retweeted by ValentinesLnPartners
5/11
2020
@VolatilityQ Hunting stops
5/10
2020
I have never experienced such exceptional customer service in my entire live than I have in just 2 months at… https://t.co/6JUKKurAPy
5/9
2020
We bought May 22nd SPY 285 strike puts into the close
5/8
2020
$CL_F since 1985. Unreal. https://t.co/O6JpP2tfTV
Retweeted by ValentinesLnPartnershttps://t.co/jAtnUhXCqA
5/7
2020
The SEC moves to weaken the power that the New York Stock Exchange and Nasdaq have over market data https://t.co/yqmQWwtS5o
Retweeted by ValentinesLnPartners @Pipsinger IMO; likely none of these rules will make you $ long term and suffer from quick alpha decay. On the othe… https://t.co/Q7hsDnJfbJ @Pipsinger Is this true? Yes ofc, think about the sheer volume of news of the form “X has occurred several times re… https://t.co/HRa9uKISn9https://t.co/C9NMyRLao9 Clean, informative slides here from @lopezdeprado that are a must read for any ML trader.https://t.co/iCdodZu0Tt Some useful metrics on volatility .
5/6
2020
This is oil telling $USO, no matter where you allocate your futures, we are going to fuck you. https://t.co/P8K1oM9CtV
Retweeted by ValentinesLnPartners
5/1
2020
Is a Sharpe ratio of 2 better than a Sharpe ratio of 1? Not necessarily. Sharpe ratios are not comparable, unless w… https://t.co/LPq0qaEAiY
Retweeted by ValentinesLnPartners @TeddyVallee @VolatilityQ Does this include online spend?
4/30
2020
@pearkes There is more wisdom in one page of the book of revelations than in all the heads of economists combined. @pearkes More wisdom in a page of that than every economist combined
4/29
2020
A prediction I will post here to refer back to later; Joe Biden will not be the Dem nominee.A GENTLEMAN’S PRIMER ON SHORTING INSOLVENT SHITCOS So you’ve found a ShitCo. It’s such an ugly zombie it couldn’t… https://t.co/8Vexk8Zhzo
Retweeted by ValentinesLnPartners
4/28
2020
covered. Nice little top tick there 😌Short SPY calls here (Timestamp SPX 2842)How To Deal With High Variance? The Bell Labs team that won the Netflix Prize [2009], understood early that "specia… https://t.co/KQZo3LQvlk
Retweeted by ValentinesLnPartners
4/23
2020
Of all ignorance, the ignorance of the educated is the most dangerous. Not only are educated people likely to have… https://t.co/z1IzyYWopb
Retweeted by ValentinesLnPartners
4/22
2020
@perseidcapital Only angle I was worried about was whether it was too crowded of a trade or not. Those sharp moves… https://t.co/H6B2GTLqVD @mikeharrisNY Rules for Radicals (Alinsky) for the playbook
4/19
2020
BNP Paribas has modelled what the Vix index might have looked like going back a century. https://t.co/vpnfTq8nQE
Retweeted by ValentinesLnPartners
4/18
2020
@nextSignals @nextSignals twitter feed: “Hey Stephen do you mind uploading all of your code to google drive and dro… https://t.co/w7We07IcIu
4/17
2020
@nextSignals Appreciate it as always. Damn if you’re crossing the ES .25 spread on a scalp, your edge must be insane. @nextSignals If your limit doesn't fill on a scalp (~2pts) do you convert to mkt order at a certain point, set stop… https://t.co/KqFN478vrT
4/16
2020
@VolatilityQ All of the above but the #VolQ wisdom that has helped my systems/trading more than anything: 8) Manage… https://t.co/0QtdtJkidH @business The CCP : https://t.co/QomPVTkuwp
4/15
2020
@jburnmurdoch Who wants to tell him? @prathyvsh Huge, if true, as they used to say. https://t.co/CJgyX6JY7q
Retweeted by ValentinesLnPartners
4/14
2020
@solo_trader @nextSignals Solid filter for scalps..
4/12
2020
Out most of them for +70%, left some runnersConvexity >https://t.co/9r2EyFsLy8🍲 Fresh from the kitchen A L-U-V-Wy Recovery We simulate different market recovery shapes to explore how we would… https://t.co/7iJHtQFiuc
Retweeted by ValentinesLnPartners
4/8
2020
We bought 4/13 SPY 279 calls into the close
4/7
2020
@OffTheRunTrades @hkuppy follows diligently
4/3
2020
"When it becomes serious, you have to lie" - Jean-Claude Juncker, President of the EU *JAPAN TO EASE WRITEDOWN RUL… https://t.co/zV81OhXN8Q
Retweeted by ValentinesLnPartners
4/2
2020
@VolatilityWiz @OffTheRunTrades *insert quarantine don’t know the day meme*No, it's not an April Fool's joke. https://t.co/qEdl59REbi
Retweeted by ValentinesLnPartnersWent deeper OTM better, hoping to flip again at the openquick +20% flip. tape a little sketchy herein 243 SPY P weeklies nowWhy the VIX is falling? It obviously had to fall as expected RV in $SPX got to Black Monday levels. This is true, e… https://t.co/GTKY0noKr6
Retweeted by ValentinesLnPartnersAnother day, another shilling of my short Japanese play. Nikkei -4.5% last night.Flipped them (limit orders) at the open. 120%+
4/1
2020
https://t.co/rHH0v44yhq
3/31
2020

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